+1,112.0%
VST vs SWKS
+33.1%
+1,078.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.2% | +9.3% | +10.2% |
| 7D | -9.8% | -6.2% | -3.7% | -8.2% |
| 30D | -25.1% | -1.5% | -23.7% | -24.8% |
| 3M | -11.6% | +23.0% | -34.5% | -16.6% |
| 6M | -20.9% | +27.6% | -48.5% | -26.7% |
| YTD | -22.3% | +32.3% | -54.6% | -29.3% |
| 1Y | -32.0% | +20.1% | -52.1% | -36.6% |
| 3Y | +262.4% | +0.6% | +261.7% | +239.4% |
| 5Y | +563.4% | -42.3% | +605.7% | +583.5% |
| All | +1,112.0% | +33.1% | +1,078.9% | +903.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling